The spec caps the cup decline at 50 % (61.8 % max) of the preceding advance but does not define the window over which that advance is measured; CUP_ADVANCE_LOOKBACK = 250 bars is our interpretation. Replay 120 and 500 as alternatives (-f overrides="CUP_ADVANCE_LOOKBACK=120").
Status: open. Decide on replay evidence; see docs/wiki/03-Configuration-and-Tuning.md.
The spec caps the cup decline at 50 % (61.8 % max) of the preceding advance but does not define the window over which that advance is measured;
CUP_ADVANCE_LOOKBACK= 250 bars is our interpretation. Replay 120 and 500 as alternatives (-f overrides="CUP_ADVANCE_LOOKBACK=120").Status: open. Decide on replay evidence; see
docs/wiki/03-Configuration-and-Tuning.md.